Credit data vendors focus on liquidity metrics

Liquidity analytics are becoming increasingly important to the process of risk management and for understanding price formation in the credit markets, according to credit data providers with liquidity management tools.

In a whitepaper due to be released this week by CME Group's credit data vendor subsidiary Credit Market Analysis, Michal Koblas, senior quantitative analyst at CMA, stresses the importance of analyzing liquidity for risk management purposes, suggesting that certain liquidity

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